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Algebra Difficulty 5.7 AIME, harder Prove it Vietnam

Consider the real sequence (xn)(x_n) such that x1(0,12)x_1 \in (0, \frac{1}{2}) and
xn+1=3xn22nxn3,n1. x_{n+1} = 3x_n^2 - 2n x_n^3, \quad \forall n \ge 1.

a) Prove that limnxn=0\lim_{n \to \infty} x_n = 0.

b) For each n1n \ge 1, let yn=x1+2x2++nxny_n = x_1 + 2x_2 + \dots + n x_n. Prove that (yn)(y_n) converges.

Solution

a. First, we prove by induction that 0<xn<32n0 < x_n < \frac{3}{2n}, n1\forall n \ge 1.
The base case n=1n = 1 is trivial. For n=2n = 2, we have
0<x12(32x1)<3x12<340<x2<34. 0 < x_1^2(3 - 2x_1) < 3x_1^2 < \frac{3}{4} \Rightarrow 0 < x_2 < \frac{3}{4}.
Assume that 0<xk<32k0 < x_k < \frac{3}{2k} for some k2k \ge 2, by the AM-GM inequality,
0<xk2(32kxk)=1k2(kxk)(kxk)(32kxk)1k2<32(k+1). 0 < x_k^2(3 - 2k x_k) = \frac{1}{k^2}(k x_k)(k x_k)(3 - 2k x_k) \le \frac{1}{k^2} < \frac{3}{2(k+1)}.
Therefore, 0<xk+1<32(k+1)0 < x_{k+1} < \frac{3}{2(k+1)}. The inductive step is completed.
By the Squeeze theorem, we have limnxn=0\lim_{n \to \infty} x_n = 0.

b. It is clear that xn+1=3xn22nxn33xn2x_{n+1} = 3x_n^2 - 2n x_n^3 \le 3x_n^2 implies
xn+23xn+1227xn43716n4=Cn4,n1. x_{n+2} \le 3x_{n+1}^2 \le 27x_n^4 \le \frac{3^7}{16 n^4} = \frac{C}{n^4}, \forall n \ge 1.
For all n>2n > 2, we obtain that
yn=i=1nixi=x1+2x2+i=1n2(i+2)xi+2x1+2x2+Ci=1n2i+2i4x1+2x2+3Ci=1n21i2. y_n = \sum_{i=1}^{n} i x_i = x_1 + 2x_2 + \sum_{i=1}^{n-2} (i+2)x_{i+2} \\ \le x_1 + 2x_2 + C \sum_{i=1}^{n-2} \frac{i+2}{i^4} \le x_1 + 2x_2 + 3C \sum_{i=1}^{n-2} \frac{1}{i^2}.
Hence, (yn)(y_n) is bounded above. Note that (yn)(y_n) is increasing, we conclude that (yn)(y_n) is convergent. \square

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